Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-05-18 0.383442 0.422298 0.465107 0.516093 0.575586 0.643339 0.727097
2025-05-25 0.324306 0.371236 0.426014 0.495565 0.582841 0.690592 0.836752
2025-06-01 0.293640 0.346352 0.410745 0.496891 0.611873 0.764381 0.990027
2025-06-08 0.277223 0.335628 0.409904 0.514112 0.661529 0.871297 1.210807
2025-06-15 0.259674 0.320937 0.401397 0.518782 0.693225 0.957285 1.421643
2025-06-22 0.242632 0.304902 0.388858 0.515391 0.711498 1.024982 1.620122
2025-06-29 0.228257 0.290998 0.377549 0.511817 0.728015 1.091721 1.835885
2025-07-06 0.212145 0.273328 0.359169 0.495251 0.720858 1.115879 1.974910
2025-07-13 0.204978 0.267640 0.357470 0.503913 0.756198 1.222434 2.327119
2025-07-20 0.198163 0.261872 0.355002 0.510790 0.789045 1.330903 2.731834
2025-07-27 0.189640 0.252979 0.347006 0.507566 0.802895 1.403701 3.080217
2025-08-03 0.183628 0.247405 0.343642 0.511652 0.830771 1.512584 3.593551
2025-08-10 0.173065 0.234603 0.328406 0.494446 0.816309 1.526186 3.828143
2025-08-17 0.162759 0.221689 0.312232 0.474261 0.793493 1.515934 3.980377
2025-08-24 0.157566 0.216383 0.307994 0.475074 0.813796 1.616584 4.626882
2025-08-31 0.155697 0.216102 0.311877 0.490982 0.868314 1.821763 5.934484
2025-09-07 0.151794 0.212368 0.309706 0.495242 0.897964 1.969170 7.182532
2025-09-14 0.146868 0.206738 0.303947 0.492018 0.910011 2.069186 8.331462
2025-09-21 0.142263 0.201406 0.298375 0.488650 0.921245 2.171057 9.698453
2025-09-28 0.135983 0.193082 0.287168 0.473139 0.900984 2.164230 10.246946
2025-10-05 0.133835 0.191450 0.287601 0.481240 0.940596 2.377192 13.279052
2025-10-12 0.131539 0.189457 0.287254 0.487669 0.977128 2.596468 17.368025
2025-10-19 0.127993 0.185214 0.282618 0.484652 0.988248 2.723378 21.027425